WEN vs. IVV
WEN (The Wendy's Company) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, WEN returned 0.80%/yr vs 15.11%/yr for IVV. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
WEN vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, WEN achieves a -8.33% return, which is significantly lower than IVV's 10.13% return. Over the past 10 years, WEN has underperformed IVV with an annualized return of 0.80%, while IVV has yielded a comparatively higher 15.11% annualized return.
WEN
- 1D
- 0.00%
- 1M
- -14.42%
- 6M
- -1.98%
- YTD
- -8.33%
- 1Y
- -21.00%
- 3Y*
- -25.65%
- 5Y*
- -16.68%
- 10Y*
- 0.80%
- ALL TIME*
- 5.52%
IVV
- 1D
- 0.69%
- 1M
- 0.25%
- 6M
- 8.53%
- YTD
- 10.13%
- 1Y
- 21.55%
- 3Y*
- 19.40%
- 5Y*
- 12.82%
- 10Y*
- 15.11%
- ALL TIME*
- 8.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.36B | $3.31B | $5.91B | |
| $48.19M | $76.34M | $136.50M |
WEN vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEN The Wendy's Company | -8.33% | -45.81% | -11.45% | -9.65% | -2.77% | 10.98% | 0.07% | 45.34% | -3.02% | 23.78% |
IVV iShares Core S&P 500 ETF | 10.13% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between WEN and IVV is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.40 |
Over the past year, the correlation between WEN and IVV has dropped to 0.08 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
WEN vs. IVV — Risk / Return Rank
WEN
IVV
WEN vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WEN | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.21 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.89 | 9.43 | -10.32 |
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Drawdowns
WEN vs. IVV - Drawdown Comparison
The maximum WEN drawdown since its inception was -84.54%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WEN and IVV.
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Drawdown Indicators
| WEN | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.54% | -55.25% | -29.29% |
Max Drawdown (1Y)Largest decline over 1 year | -38.24% | -8.89% | -29.35% |
Max Drawdown (3Y)Largest decline over 3 years | -66.27% | -18.75% | -47.52% |
Max Drawdown (5Y)Largest decline over 5 years | -68.72% | -24.53% | -44.19% |
Max Drawdown (10Y)Largest decline over 10 years | -72.94% | -33.90% | -39.04% |
Current DrawdownCurrent decline from peak | -67.73% | -1.41% | -66.32% |
Average DrawdownAverage peak-to-trough decline | -34.47% | -10.72% | -23.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.74% | 2.09% | +20.65% |
Volatility
WEN vs. IVV - Volatility Comparison
The Wendy's Company (WEN) has a higher volatility of 15.01% compared to iShares Core S&P 500 ETF (IVV) at 3.52%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEN | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.01% | 3.52% | +11.49% |
Volatility (6M)Calculated over the trailing 6-month period | 47.68% | 10.18% | +37.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.83% | 12.89% | +41.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.50% | 17.01% | +17.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.78% | 18.06% | +20.72% |
Dividends
WEN vs. IVV - Dividend Comparison
WEN's dividend yield for the trailing twelve months is around 7.61%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
WEN The Wendy's Company | 7.61% | 8.04% | 6.13% | 5.13% | 2.21% | 1.80% | 1.32% | 1.89% | 2.18% | 1.71% | 1.81% | 2.09% |
Frequently Asked Questions
WEN and IVV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEN has higher volatility (15.01%) compared to IVV (3.52%). In terms of maximum drawdown, WEN dropped -84.54% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (1.53 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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